+150.1%
IBM vs EOSE
-82.3%
+232.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.8% |
| 7D | +1.6% | +9.8% | -8.2% | +1.2% |
| 30D | +9.2% | -2.1% | +11.2% | +9.0% |
| 3M | +4.9% | -54.1% | +59.0% | +7.2% |
| 6M | +16.8% | -76.9% | +93.7% | +21.7% |
| YTD | -14.3% | -83.3% | +69.1% | -10.7% |
| 1Y | -16.7% | -87.4% | +70.7% | -12.6% |
| 3Y | +82.2% | +61.9% | +20.4% | +73.4% |
| All | +150.1% | -82.3% | +232.4% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling